Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 49,403 | 49,403 | 85,754 CHF | 86,248 CHF | 98.97% | 98.97% |
24/07/2024 | 0.47% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,344 CHF | 53,594 CHF | 98.94% | 98.94% |
23/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 25,000 | 25,000 | 28,646 | 28,646 | 58,283 CHF | 58,569 CHF | 99.03% | 99.03% |
22/07/2024 | 0.50% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 34,663 | 34,663 | 68,876 CHF | 69,223 CHF | 98.97% | 98.97% |
19/07/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 25,000 | 25,000 | 25,696 | 25,696 | 53,965 CHF | 54,222 CHF | 98.60% | 98.60% |
18/07/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,246 CHF | 64,496 CHF | 96.67% | 96.67% |
17/07/2024 | 0.38% | 2.53 CHF | 2.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,041 CHF | 66,291 CHF | 98.73% | 98.73% |
16/07/2024 | 0.42% | 2.52 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,629 CHF | 59,879 CHF | 98.96% | 98.96% |
15/07/2024 | 0.46% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,040 CHF | 54,290 CHF | 99.03% | 99.03% |
12/07/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 25,000 | 25,000 | 25,266 | 25,266 | 52,480 CHF | 52,733 CHF | 97.99% | 97.99% |